Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1,150.7 |
1,168.5 |
17.8 |
1.5% |
1,122.3 |
High |
1,164.8 |
1,168.5 |
3.7 |
0.3% |
1,164.8 |
Low |
1,150.5 |
1,154.6 |
4.1 |
0.4% |
1,119.9 |
Close |
1,161.1 |
1,161.6 |
0.5 |
0.0% |
1,161.1 |
Range |
14.3 |
13.9 |
-0.4 |
-2.8% |
44.9 |
ATR |
16.4 |
16.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
254 |
505 |
251 |
98.8% |
4,653 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.3 |
1,196.3 |
1,169.2 |
|
R3 |
1,189.4 |
1,182.4 |
1,165.4 |
|
R2 |
1,175.5 |
1,175.5 |
1,164.1 |
|
R1 |
1,168.5 |
1,168.5 |
1,162.9 |
1,165.1 |
PP |
1,161.6 |
1,161.6 |
1,161.6 |
1,159.8 |
S1 |
1,154.6 |
1,154.6 |
1,160.3 |
1,151.2 |
S2 |
1,147.7 |
1,147.7 |
1,159.1 |
|
S3 |
1,133.8 |
1,140.7 |
1,157.8 |
|
S4 |
1,119.9 |
1,126.8 |
1,154.0 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.3 |
1,267.1 |
1,185.8 |
|
R3 |
1,238.4 |
1,222.2 |
1,173.4 |
|
R2 |
1,193.5 |
1,193.5 |
1,169.3 |
|
R1 |
1,177.3 |
1,177.3 |
1,165.2 |
1,185.4 |
PP |
1,148.6 |
1,148.6 |
1,148.6 |
1,152.7 |
S1 |
1,132.4 |
1,132.4 |
1,157.0 |
1,140.5 |
S2 |
1,103.7 |
1,103.7 |
1,152.9 |
|
S3 |
1,058.8 |
1,087.5 |
1,148.8 |
|
S4 |
1,013.9 |
1,042.6 |
1,136.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,168.5 |
1,122.7 |
45.8 |
3.9% |
14.5 |
1.3% |
85% |
True |
False |
1,031 |
10 |
1,168.5 |
1,101.5 |
67.0 |
5.8% |
14.2 |
1.2% |
90% |
True |
False |
40,410 |
20 |
1,168.5 |
1,084.8 |
83.7 |
7.2% |
15.4 |
1.3% |
92% |
True |
False |
95,499 |
40 |
1,168.5 |
1,078.1 |
90.4 |
7.8% |
17.7 |
1.5% |
92% |
True |
False |
129,703 |
60 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
19.2 |
1.7% |
94% |
True |
False |
126,680 |
80 |
1,168.5 |
1,044.5 |
124.0 |
10.7% |
19.6 |
1.7% |
94% |
True |
False |
97,150 |
100 |
1,229.0 |
1,044.5 |
184.5 |
15.9% |
21.0 |
1.8% |
63% |
False |
False |
78,563 |
120 |
1,229.0 |
1,029.0 |
200.0 |
17.2% |
20.2 |
1.7% |
66% |
False |
False |
65,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.6 |
2.618 |
1,204.9 |
1.618 |
1,191.0 |
1.000 |
1,182.4 |
0.618 |
1,177.1 |
HIGH |
1,168.5 |
0.618 |
1,163.2 |
0.500 |
1,161.6 |
0.382 |
1,159.9 |
LOW |
1,154.6 |
0.618 |
1,146.0 |
1.000 |
1,140.7 |
1.618 |
1,132.1 |
2.618 |
1,118.2 |
4.250 |
1,095.5 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1,161.6 |
1,159.8 |
PP |
1,161.6 |
1,158.0 |
S1 |
1,161.6 |
1,156.3 |
|